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Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
Piotr Jaworski (Ed.)
€ 188.13
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Description for Copula Theory and Its Applications: Proceedings of the Workshop Held in Warsaw, 25-26 September 2009
Paperback. Copulas are mathematical objects that fully capture the dependence structure among random variables. This book offers an up-to-date account of essential aspects of copula models. It also features papers selected from presentations at a workshop in Warsaw. Editor(s): Jaworski, Piotr; Durante, Fabrizio; Hardle, Wolfgang Karl; Rychlik, Tomasz. Series: Lecture Notes in Statistics. Num Pages: 345 pages, 25 black & white illustrations, 21 black & white tables, biography. BIC Classification: KFFK; KJQ; PBT. Category: (P) Professional & Vocational. Dimension: 234 x 156 x 18. Weight in Grams: 534.
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - Surveys contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - Contributions collects ... Read more
Copulas are mathematical objects that fully capture the dependence structure among random variables and hence offer great flexibility in building multivariate stochastic models. Since their introduction in the early 50's, copulas have gained considerable popularity in several fields of applied mathematics, such as finance, insurance and reliability theory. Today, they represent a well-recognized tool for market and credit models, aggregation of risks, portfolio selection, etc. This book is divided into two main parts: Part I - Surveys contains 11 chapters that provide an up-to-date account of essential aspects of copula models. Part II - Contributions collects ... Read more
Product Details
Publisher
Springer-Verlag Berlin and Heidelberg GmbH & Co. KG
Format
Paperback
Publication date
2010
Series
Lecture Notes in Statistics
Condition
New
Weight
534 g
Number of Pages
327
Place of Publication
Berlin, Germany
ISBN
9783642124648
SKU
V9783642124648
Shipping Time
Usually ships in 15 to 20 working days
Ref
99-15
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